internal void InitializeGrids()
{
double LastUpperEstimatedPricing = 0;
double LastUnderEstimatedPricing = 0;
if (c == null)
{
return;
}
double lotSize = (double)c.GridParameters.LotSize;
OriginalAsk = robot.Symbol.Ask;
OriginalBid = robot.Symbol.Bid;
Grids.Clear();
ActiveSince = robot.Time;
UpperGroundStartingPoint = robot.ShiftPrice(OriginalAsk, (int)c.GridParameters.Intervals.Starting);
UnderGroundStartingPoint = robot.ShiftPrice(OriginalBid, -Math.Abs((int)c.GridParameters.Intervals.Starting));
GridSize = Math.Abs((int)c.GridParameters.Size);
for (int i = 0; i < GridSize; i++)
{
LastUpperEstimatedPricing = i == 0 ? UpperGroundStartingPoint : robot.ShiftPrice(LastUpperEstimatedPricing, Math.Abs((int)c.GridParameters.Intervals.Grid));
//robot.Print("EstimatedPricing-Upper: {0} at {1}", LastUpperEstimatedPricing.ToString(), i.ToString());
var UpperGrid = new Grid()
{
Side = GridSide.UpperGround,
OrderType = c.GridParameters.OrderType,
LotSize = lotSize,
EstimatedPricing = LastUpperEstimatedPricing,
SideIndex = i
};
Grids.Add(UpperGrid);
LastUnderEstimatedPricing = i == 0 ? UnderGroundStartingPoint : robot.ShiftPrice(LastUnderEstimatedPricing, -Math.Abs((int)c.GridParameters.Intervals.Grid));
//robot.Print("EstimatedPricing-Under: {0} at {1}", LastUnderEstimatedPricing.ToString(), i.ToString());
var UnderGrid = new Grid()
{
Side = GridSide.UnderGround,
OrderType = c.GridParameters.OrderType,
LotSize = lotSize,
EstimatedPricing = LastUnderEstimatedPricing,
SideIndex = i
};
Grids.Add(UnderGrid);
}
}
public override void Clear()
{
Grids.Clear();
}
public void Reset()
{
Grids.Clear();
OriginalAsk = OriginalBid = UpperGroundStartingPoint = UnderGroundStartingPoint = TotalNetProfit = GridSize = RunningCycle = 0;
Active = false;
}